V-Lab
Daily Mail & General Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 10th, 2022:31.97% (+1.53%)
Analysis last updated: Saturday, January 8, 2022 at 06:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.4315 | 10.77 | |
| 0.3325 | 14.31 | |
| -0.0525 | -0.98 | |
| 0.0419 | 1.39 | |
| 0.0513 | 1.50 | |
| 0.9440 | 24.30 |
Estimation Period:
Jan 1, 1990 to Jan 7, 2022
Jan 1, 1990 to Jan 7, 2022
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